Statistical and computational techniques for extraction of underlying systematic risk factors: a comparative study in the Mexican Stock Exchange

This paper compares the dimension reduction or feature extraction techniques, e.g., Principal Component Analysis, Factor Analysis, Independent Component Analysis, and Neural Networks Principal Component Analysis, which are used as techniques for extracting the underlying systematic risk factors driv...

Täydet tiedot

Bibliografiset tiedot

Julkaisussa:	Revista Finanzas y Política Económica
Päätekijät:	Rogelio Ladrón de Guevar-Cortés, Salvador Torra-Porras, Enric Monte-Moreno
Aineistotyyppi:	Artigo
Kieli:	Inglês
Julkaistu:	Universidad Católica de Colombia 2021
Aiheet:	Economía y Finanzas
Linkit:	https://www.redalyc.org/articulo.oa?id=323572106006 https://www.redalyc.org/journal/3235/323572106006/ https://www.redalyc.org/journal/3235/323572106006/html/ https://www.redalyc.org/journal/3235/323572106006/323572106006.epub https://www.redalyc.org/journal/3235/323572106006/movil
Tagit:	Lisää tagi Ei tageja, Lisää ensimmäinen tagi!